cme_gap_fill_gravitational_pull

74

closed trades

46%

win rate

-12.17

total pnl ($)

1.125

weight

7d window — n=66 wr=45% pnl=-10.45 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 04:47:34 (33.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: so

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-17 11:45	BTC	Sell	64895.8→64795.2	+0.33	timeout
06-17 11:11	BTC	Sell	64862.8→64672.2	+1.02	timeout
06-17 10:38	BTC	Sell	64943.8→64909.2	-0.18	timeout
06-17 10:06	BTC	Sell	64933.8→64871.2	+0.03	timeout
06-17 09:36	BTC	Sell	65109.7→64961.2	+0.69	timeout
06-17 09:05	BTC	Sell	65448.7→64945.2	+3.40	timeout
06-17 08:35	BTC	Sell	65518.7→65163.3	+2.26	timeout
06-17 08:03	BTC	Sell	65590.7→65448.3	+0.63	timeout
06-17 07:31	BTC	Sell	65634.7→65506.3	+0.53	timeout
06-17 07:00	BTC	Sell	65794.7→65585.3	+1.14	timeout
06-17 06:28	BTC	Sell	65803.7→65667.3	+0.59	timeout
06-17 05:57	BTC	Sell	65900.7→65762.3	+0.60	timeout
06-17 05:24	BTC	Sell	65861.7→65780.3	+0.17	timeout
06-17 04:53	BTC	Sell	65819.7→65917.3	-1.19	timeout
06-17 04:21	BTC	Sell	65736.7→65801.3	-0.94	timeout
06-17 03:51	BTC	Sell	65873.7→65798.3	+0.12	timeout
06-17 03:20	BTC	Sell	65899.7→65736.3	+0.79	timeout
06-17 02:48	BTC	Sell	65795.7→65842.3	-0.80	timeout
06-17 02:17	BTC	Sell	65628.7→65854.3	-2.17	timeout
06-17 01:47	BTC	Sell	65787.7→65785.3	-0.43	timeout
06-17 01:15	BTC	Sell	65671.7→65736.3	-0.94	timeout
06-17 00:45	BTC	Sell	65675.7→65808.3	-1.46	timeout
06-17 00:13	BTC	Sell	65716.7→65754.3	-0.73	timeout
06-16 23:41	BTC	Sell	65713.7→65713.3	-0.44	timeout
06-16 23:10	BTC	Sell	65746.7→65741.3	-0.41	timeout
06-16 22:38	BTC	Sell	65648.7→65693.3	-0.79	timeout
06-16 22:05	BTC	Sell	65840.7→65732.3	+0.38	timeout
06-16 21:31	BTC	Sell	65728.7→65702.3	-0.25	timeout
06-16 20:58	BTC	Sell	65574.7→65836.3	-2.44	timeout
06-16 20:26	BTC	Sell	65667.7→65743.3	-1.02	timeout
06-16 19:54	BTC	Sell	65857.7→65586.3	+1.61	timeout
06-16 19:22	BTC	Sell	65958.7→65672.3	+1.72	timeout
06-16 18:48	BTC	Sell	65837.7→65882.3	-0.79	timeout
06-16 18:15	BTC	Sell	65762.7→66089.3	-2.93	timeout
06-16 17:43	BTC	Sell	65816.7→65721.3	+0.28	timeout
06-16 17:11	BTC	Sell	65831.7→65820.3	-0.36	timeout
06-16 16:41	BTC	Sell	65842.7→65800.3	-0.12	timeout
06-16 16:05	BTC	Sell	65712.7→65873.3	-1.67	timeout
06-16 15:34	BTC	Sell	65484.7→65837.3	-3.14	timeout
06-16 15:02	BTC	Sell	66114.7→65680.3	+2.84	timeout
06-16 14:30	BTC	Sell	66006.7→65563.3	+2.91	timeout
06-16 13:59	BTC	Sell	66395.7→66074.3	+1.97	timeout
06-16 13:28	BTC	Sell	66557.7→66034.3	+3.48	timeout
06-16 12:58	BTC	Sell	66444.7→66404.3	-0.14	timeout
06-16 12:27	BTC	Sell	66392.7→66563.3	-1.73	timeout
06-16 11:56	BTC	Sell	66502.7→66408.3	+0.26	timeout
06-16 11:25	BTC	Sell	66661.7→66422.3	+1.35	timeout
06-16 10:54	BTC	Sell	66538.7→66541.3	-0.47	timeout
06-16 10:23	BTC	Sell	66596.7→66684.3	-1.11	timeout
06-16 09:52	BTC	Sell	66761.7→66526.3	+1.31	timeout
06-16 09:20	BTC	Sell	66452.7→66594.3	-1.52	timeout
06-16 08:46	BTC	Sell	66279.7→66556.3	-2.54	timeout
06-16 08:15	BTC	Sell	66321.7→66447.3	-1.40	timeout
06-16 07:43	BTC	Sell	66401.7→66319.3	+0.18	timeout
06-16 07:11	BTC	Sell	66146.7→66431.3	-2.60	timeout
06-16 06:40	BTC	Sell	66065.7→66409.3	-3.05	timeout
06-16 06:10	BTC	Sell	65928.7→66118.3	-1.89	timeout
06-16 05:39	BTC	Sell	65830.7→66090.3	-2.42	timeout
06-16 05:07	BTC	Sell	66169.7→65921.3	+1.43	timeout
06-16 04:36	BTC	Sell	66025.7→65816.3	+1.13	timeout
06-16 04:06	BTC	Sell	65767.7→66176.3	-3.56	timeout
06-16 03:31	BTC	Sell	65764.7→65965.3	-1.98	timeout
06-16 03:01	BTC	Sell	66283.7→65684.3	+4.07	timeout
06-16 02:25	BTC	Sell	66305.7→66002.3	+1.84	timeout
06-16 01:55	BTC	Sell	66298.7→66353.3	-0.86	timeout
06-16 01:24	BTC	Sell	66251.7→66334.3	-1.07	timeout
06-16 00:54	BTC	Sell	66299.7→66295.3	-0.42	timeout
06-16 00:24	BTC	Sell	66111.7→66264.3	-1.61	timeout
06-15 23:54	BTC	Sell	66202.7→66323.3	-1.36	timeout
06-15 23:24	BTC	Sell	66241.7→66139.3	+0.32	timeout
06-15 22:48	BTC	Sell	66355.7→66249.3	+0.35	timeout
06-15 22:18	BTC	Sell	66481.7→66355.3	+0.50	timeout
06-15 21:48	BTC	Sell	66529.7→66361.3	+0.82	timeout
06-15 21:18	BTC	Sell	66502.7→66488.3	-0.34	timeout

Paper (trades.jsonl)

74

closed

46%

win rate

-12.17

total pnl ($)

-3.3 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	74	46%	-3.3	-12.17

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 74 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)